-4.5%
XRT vs FCUV
-99.7%
+95.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +136.0% | -135.6% | -0.4% |
| 7D | +1.7% | +148.8% | -147.0% | +0.9% |
| 30D | +7.5% | +95.0% | -87.5% | +6.7% |
| 3M | +2.2% | +27.8% | -25.6% | +1.4% |
| 6M | +14.7% | +121.0% | -106.3% | +10.8% |
| YTD | +7.5% | -78.1% | +85.6% | +8.7% |
| 1Y | +14.1% | -94.3% | +108.4% | +19.3% |
| 3Y | +58.8% | -98.9% | +157.7% | +72.4% |
| All | -4.5% | -99.7% | +95.2% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FCUV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling